Monday, 11 November 2019

calculus - Proof only by transformation that : inti0nftycos(x2)dx=inti0nftysin(x2)dx




This was a question in our exam and I did not know which change of variables or trick to apply



How to show by inspection ( change of variables or whatever trick ) that



0cos(x2)dx=0sin(x2)dx



Computing the values of these integrals are known routine. Further from their values the equality holds. But can we show the equality beforehand?





Note: I am not asking for computation since it can be found here
and we have as well that,
0cos(x2)dx=0sin(x2)dx=π8
and the result can be recover here, Evaluating 0sinx2dx with real methods?.




Is there any trick to prove the equality in (I) without computing the exact values of these integrals beforehand?


Answer






Employing the change of variables 2u=x2 We get I=0cos(x2)dx=120cos(2x)xdx J=0sin(x2)dx=120sin(2x)xdx




Summary: We will prove that J0 and I0 so that, proving that I=J is equivalent to 0=(I+J)(IJ)=I2J2=lim
Where, I_t = \int_0^\infty e^{-tx^2}\cos(x^2) dx~~~~\text{and}~~~ J_t = \int_0^\infty e^{-tx^2}\sin(x^2) dx
t\mapsto I_t and t\mapsto J_t are clearly continuous due to the present of the integrand factor e^{-tx^2}.




However, By Fubini we have,




\begin{split} I_t^2-J^2_t&=& \left(\int_0^\infty e^{-tx^2}\cos(x^2) dx\right) \left(\int_0^\infty e^{-ty^2}\cos(y^2) dy\right) \\&-& \left(\int_0^\infty e^{-tx^2}\sin(x^2) dx\right) \left(\int_0^\infty e^{-ty^2}\sin(y^2) dy\right) \\ &=& \int_0^\infty \int_0^\infty e^{-t(x^2+y^2)}\cos(x^2+y^2)dxdy\\ &=&\int_0^{\frac\pi2}\int_0^\infty re^{-tr^2}\cos r^2 drd\theta\\&=&\frac\pi4 Re\left( \int_0^\infty \left[\frac{1}{i-t}e^{(i-t)r^2}\right]' dr\right)\\ &=&\color{blue}{\frac\pi4\frac{t}{1+t^2}\to 0~~as ~~~t\to 0} \end{split}



To end the proof: Let us show that I> 0 and J> 0. Performing an integration by part we obtain
J = \frac{1}{\sqrt{2}} \int^\infty_0\frac{\sin(2x)}{x^{1/2}}\,dx=\frac{1}{\sqrt{2}}\underbrace{\left[\frac{\sin^2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{1}{2\sqrt{2}} \int^\infty_0\frac{\sin^2 x}{x^{3/2}}\,dx\color{red}{>0}
Given that \color{red}{\sin 2x= 2\sin x\cos x =(\sin^2x)'}. Similarly we have,

I = \frac{1}{\sqrt{2}}\int^\infty_0\frac{\cos(2x)}{\sqrt{x}}\,dx=\frac{1}{2\sqrt{2}}\underbrace{\left[\frac{\sin 2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{1}{4\sqrt{2}} \int^\infty_0\frac{\sin 2 x}{x^{3/2}}\,dx\\= \frac{1}{4\sqrt{2}}\underbrace{\left[\frac{\sin^2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{3}{8\sqrt{2}} \int^\infty_0\frac{\sin^2 x}{x^{5/2}}\,dx\color{red}{>0}




Conclusion: ~~~I^2-J^2 =0, I>0 and J>0 impliy I=J. Note that we did not attempt to compute neither the value of ~~I nor J.




Extra-to-the answer However using similar technique in above prove one can easily arrives at the following \color{blue}{I_tJ_t = \frac\pi8\frac{1}{t^2+1}} from which one get the following explicit value of \color{red}{I^2=J^2= IJ = \lim_{t\to 0}I_tJ_t =\frac{\pi}{8}}


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